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Robust Techniques in Quantitative Finance

University of Oxford, 3-7 September 2018

[Logo-Oxford]

Since the seminal work of Knight, the distinction between risk and uncertainty has played a crucial role in Economics and Finance. Robust methods address the latter and, in the wake of the financial crisis, their importance has been increasingly appreciated. In particular, such questions and the corresponding mathematical techniques became one of the most active fields in Mathematical Finance.

The conference will bring together an interdisciplinary group of researches with interests in Financial Mathematics, Finance and Economics, with model uncertainty as the unifying theme. It promises to be an exciting meeting exploring the state-of-the-art, future directions and offering space and time for discussions and interactions.

This meeting follows in the footsteps of three previous meeting which we have organised in Oxford in 2010, 2016 and 2017. While the previous ones were two days focused workshops, this time we are organising a much larger and broader 5-day meeting. We hope you will join us!

[Logo-StJohn'sCollege] The workshop is funded by the European Research Council under the European Union's Seventh Framework Programme (FP7/2007-2013) / ERC grant agreement no. 335421. We also acknowledge hospitality and support from St John's College.

Registration

Registration will open in February 2018, please visit us soon again!

Plenary Speakers

Mathias Beiglboeck

Vienna University of Technology

Laurence Carassus

University of Reims Champagne-Ardenne

Rama Cont

Imperial College London

Fabio Maccheroni

Bocconi University

Marco Maggis

University of Milan

Marcel Nutz

Columbia University

Xiaolu Tan

University of Paris-Dauphine

Ruodu Wang

University of Waterloo

Scientific Committee

Beatrice Acciaio, Bruno Bouchard, Michael Kupper, Jan Obloj, Frank Riedel, Alexander Schied, Nizar Touzi

Participants

The scientific committee will select the papers to be presented and we expect to notify the applicants by the end of May 2018.
To be announced in May 2018.

Venue

The meeting will be held in the new Mathematical Institute, University of Oxford which offers world class conference facilities in the heart of Oxford. We will have a conference dinner in one of Oxford?s colleges which will be proceeded by a sightseeing or punting tour.

Mathematical Institute

Organising Committee

Gaoyue Guo (Univeristy of Oxford) and Jan Obloj (University of Oxford). Please feel free to contact the organisers with any questions.